CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	0.8066	0.8056	-0.0010	-0.1%	0.8235
High	0.8089	0.8088	-0.0001	0.0%	0.8244
Low	0.8031	0.8030	-0.0001	0.0%	0.8045
Close	0.8052	0.8050	-0.0002	0.0%	0.8072
Range	0.0058	0.0058	0.0000	0.0%	0.0199
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	20,112	9,881	-10,231	-50.9%	18,329

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8230	0.8198	0.8082
R3	0.8172	0.8140	0.8066
R2	0.8114	0.8114	0.8061
R1	0.8082	0.8082	0.8055	0.8069
PP	0.8056	0.8056	0.8056	0.8050
S1	0.8024	0.8024	0.8045	0.8011
S2	0.7998	0.7998	0.8039
S3	0.7940	0.7966	0.8034
S4	0.7882	0.7908	0.8018

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8717	0.8594	0.8181
R3	0.8518	0.8395	0.8127
R2	0.8319	0.8319	0.8108
R1	0.8196	0.8196	0.8090	0.8158
PP	0.8120	0.8120	0.8120	0.8102
S1	0.7997	0.7997	0.8054	0.7959
S2	0.7921	0.7921	0.8036
S3	0.7722	0.7798	0.8017
S4	0.7523	0.7599	0.7963

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8101	0.8006	0.0095	1.2%	0.0061	0.8%	46%	False	False	10,169
10	0.8300	0.8006	0.0294	3.7%	0.0067	0.8%	15%	False	False	6,296
20	0.8423	0.8006	0.0417	5.2%	0.0057	0.7%	11%	False	False	3,339
40	0.8455	0.8006	0.0449	5.6%	0.0053	0.7%	10%	False	False	1,772
60	0.8470	0.8006	0.0464	5.8%	0.0053	0.7%	9%	False	False	1,208
80	0.8470	0.8006	0.0464	5.8%	0.0047	0.6%	9%	False	False	910
100	0.8640	0.8006	0.0634	7.9%	0.0045	0.6%	7%	False	False	734
120	0.8640	0.8006	0.0634	7.9%	0.0042	0.5%	7%	False	False	612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017

Fibonacci Retracements and Extensions
4.250	0.8335
2.618	0.8240
1.618	0.8182
1.000	0.8146
0.618	0.8124
HIGH	0.8088
0.618	0.8066
0.500	0.8059
0.382	0.8052
LOW	0.8030
0.618	0.7994
1.000	0.7972
1.618	0.7936
2.618	0.7878
4.250	0.7784

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	0.8059	0.8050
PP	0.8056	0.8049
S1	0.8053	0.8049

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These figures are updated between 7pm and 10pm EST after a trading day.

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